Wel what does it mean to be orthogonal? I'd argue that if you only have a metric then a line (segment) is orthogonal to some set if it is the shortest path from a point to a set. For norms it should work to only consider straight lines.

What I was getting at is that the x and y grid is orthogonal for all Lp norms. The interesting stuff happens if you pick a different line as x-axis. Orthogonal projection to a different axis still works though, the resulting grid just won't be orthogonal in the conventional sense.